Jamaica Stock Exchange Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.40% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0016 | -0.92 | |
| 0.1650 | 20.39 | |
| 0.9683 | 431.68 | |
| 0.0133 | 2.32 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices